+471.6%
FICO vs DBX
+20.1%
+451.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.4% | -14.2% | -15.7% |
| 7D | -19.2% | -2.4% | -16.7% | -18.2% |
| 30D | -14.6% | -0.5% | -14.1% | -14.2% |
| 3M | -20.1% | +28.1% | -48.1% | -27.5% |
| 6M | -36.3% | +33.1% | -69.4% | -43.5% |
| YTD | -44.9% | +25.3% | -70.1% | -49.8% |
| 1Y | -38.6% | +18.3% | -57.0% | -43.1% |
| 3Y | +4.0% | +25.0% | -21.0% | -8.9% |
| 5Y | +99.5% | +7.5% | +92.0% | +79.6% |
| All | +471.6% | +20.1% | +451.5% | +319.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DBX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling